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页数:13页
时间:2018-02-10
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1、InternationalJournalofForecasting()–ContentslistsavailableatSciVerseScienceDirectInternationalJournalofForecastingjournalhomepage:www.elsevier.com/locate/ijforecastMeasuringforecastingaccuracy:ThecaseofjudgmentaladjustmentstoSKU-leveldemandforecastsAndreyDavydenko∗,RobertFildesDepartmentofMan
2、agementScience,LancasterUniversity,Lancaster,Lancashire,LA14YX,UnitedKingdomarticleinfoabstractKeywords:ForecastadjustmentcommonlyoccurswhenorganizationalforecastersadjustastatisticalJudgmentaladjustmentsforecastofdemandtotakeintoaccountfactorswhichareexcludedfromthestatisticalForecastingsupp
3、ortsystemscalculation.ThispaperaddressesthequestionofhowtomeasuretheaccuracyofsuchForecastaccuracyadjustments.WeshowthatmanyexistingerrormeasuresaregenerallynotsuitedtotheForecastevaluationForecasterrormeasurestask,duetospecificfeaturesofthedemanddata.Alongsidethewell-knownweaknessesofexistin
4、gmeasures,anumberofadditionaleffectsaredemonstratedthatcomplicatetheinterpretationofmeasurementresultsandcanevenleadtofalseconclusionsbeingdrawn.Inordertoensureaninterpretableandunambiguousevaluation,werecommendtheuseofametricbasedonaggregatingperformanceratiosacrosstimeseriesusingtheweighted
5、geometricmean.Weillustratethatthismeasurehastheadvantageoftreatingover-andunder-forecastingeven-handedly,hasamoresymmetricdistribution,andisrobust.Empiricalanalysisusingtherecommendedmetricshowedthat,onaverage,adjust-mentsyieldedimprovementsundersymmetriclinearloss,whileharmingaccuracyinterms
6、ofsometraditionalmeasures.Thisprovidesfurthersupporttothecriticalimpor-tanceofselectingappropriateerrormeasureswhenevaluatingtheforecastingaccuracy.©2012InternationalInstituteofForecasters.PublishedbyElsevierB.V.Allrightsreserved.1.Introductionordertoensuretherationaluseoftheorganisation’sre-
7、sourceswhichareinvestedintheforecastingprocess.Themostwell-establishedapproachtoforecastingThetaskofmeasuringtheaccuracyofjudgmentalwithinsupplychaincompaniesstartswithastatisticaladjustmentsisinseparablylinkedwiththeneedtochoosetimeseriesfor
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